Specifically in the milky way, if that changes anything.
I feel like it should be in the disk, since stars there are richer in heavier elements, but I'm not sure.
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The question of "where" the heavy elements are produced is slightly ambiguous. I gather from your mention of the Milky Way that you are interested in "where in the Milky Way" are the heavy elements produced, rather than what type of stars are they produced in.
However, to answer the former, you need to understand the latter. So I point you to my answer on Physics SE for a summary of that.
The heavy elements can be divided in a number of ways. Most are produced by neutron capture in either the slow s-process or the more rapid r-process. Different elements are produced in different quantities by these two mechanisms and are created in different types of star. s-process elements are created inside massive stars before they become supernovae, but also in stars of more modest mass that never go through the supernova stage. The r-process is now thought to occur predominantly in neutron star mergers, but there is probably also a contribution from type II supernovae, particularly for the lighter r-process elements. A summary, which still has plenty of uncertainties, but probably gives a reasonable summary of current thing is shown below (diagram produced by Jennifer Johnson).
Your question then amounts to where these stars were when they created these heavy elements towards the ends of their lives, and as a function of time since the Milky Way was born. The key facts here are that the progenitors of type II supernovae are massive stars with short lives. They are born in gas-rich regions and do not have time to travel far from this location before they explode. Thus most of the elements they produce are produced in the bulge and disc regions of the Milky Way. This is especially true for the bulge, which seems to have formed quite quickly at the start of the life of the Milky Way and there should (and indeed does seem to be) a radial gradient in metallicity increasing towards the disc plane and towards the Galactic centre.
Type Ia supernovae result from exploding white dwarfs can produce elemts at the iron-peak and somewhat beyond, mostly by "standard" fusion than by neutron capture. These events may have been produced by comparatively lower mass and long-lived progenitors, and may also have had long lives as white dwarfs before the supernova event. This means that type Ia supernova progenitors are spread more widely. They have had plenty of time to migrate from where they were actually born, so we expect their heavy element production to be more dispersed - still concentrated towards the disc, but much less so than the progenitors of type II supernovae.
The progenitors of the asymptotic giant branch stars that can produce lots of s-process elements can also be quite old. The elements produced by these stars would be distributed in a similar way in space and time to those produced by type Ia supernovae.
Finally we have merging neutron stars. These are quite problematic and not much is known about their progenitors or evolutionary paths and histories. They must originate from massive stars, with short lives that are born close to the Galactic plane or bulge. However, after both stars in the systems have exploded as supernovae and left behind neutron star remnants, the final neutron star merger can take place much later, due to a gradual inspiral triggered by the emission of gravitational waves. This gives the neutron star pair a long time (hundreds of millions or billions of years) to move about in the Galaxy before the merger takes place. In addition, the supernova explosions can give a "kick" to the neutron stars that can displace them well out of the Galactic plane with fast velocities. I expect therefore that the products of neutron star mergers could have been produced over a very large volume in our Galaxy.